Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-04-13 0.236915 0.256014 0.276445 0.300016 0.326570 0.355687 0.390205
2025-04-20 0.211734 0.236494 0.264291 0.298074 0.338388 0.385424 0.445161
2025-04-27 0.193573 0.221768 0.254629 0.296268 0.348372 0.412463 0.498973
2025-05-04 0.179290 0.209753 0.246388 0.294488 0.357232 0.438174 0.553812
2025-05-11 0.168670 0.200988 0.240944 0.295119 0.368549 0.467649 0.617315
2025-05-18 0.155983 0.188507 0.229589 0.286715 0.366562 0.478381 0.655365
2025-05-25 0.144534 0.176730 0.218135 0.276958 0.361385 0.483528 0.685200
2025-06-01 0.138181 0.171106 0.214276 0.277064 0.369882 0.509208 0.750852
2025-06-08 0.135048 0.169466 0.215535 0.284259 0.389190 0.553341 0.854670
2025-06-15 0.130517 0.165596 0.213363 0.286161 0.400442 0.585817 0.944023
2025-06-22 0.125420 0.160618 0.209254 0.284752 0.406177 0.609582 1.021479
2025-06-29 0.120583 0.155724 0.204928 0.282601 0.410356 0.630947 1.098304
2025-07-06 0.113968 0.148120 0.196423 0.273665 0.402940 0.631546 1.133854
2025-07-13 0.110618 0.145025 0.194368 0.274697 0.412464 0.664520 1.248639
2025-07-20 0.107314 0.141821 0.191942 0.274907 0.420500 0.695701 1.367834
2025-07-27 0.104107 0.138597 0.189288 0.274508 0.427340 0.725410 1.492169
2025-08-03 0.101557 0.136221 0.187786 0.275880 0.437493 0.763385 1.650846
2025-08-10 0.097212 0.130966 0.181536 0.268755 0.430950 0.764695 1.706298
2025-08-17 0.092809 0.125468 0.174672 0.260176 0.420916 0.757103 1.733555
2025-08-24 0.090646 0.123297 0.172980 0.260488 0.428235 0.789661 1.897852
2025-08-31 0.089985 0.123386 0.174882 0.267219 0.448933 0.856742 2.207224
2025-09-07 0.088344 0.121881 0.174107 0.269057 0.459793 0.901989 2.462813
2025-09-14 0.086186 0.119482 0.171750 0.267832 0.464071 0.931338 2.672339